Affine processes under parameter uncertainty
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- Schmidt, Thorsten & Tappe, Stefan & Yu, Weijun, 2020. "Infinite dimensional affine processes," Stochastic Processes and their Applications, Elsevier, vol. 130(12), pages 7131-7169.
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This paper has been announced in the following NEP Reports:- NEP-KNM-2018-07-09 (Knowledge Management & Knowledge Economy)
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